We are live on
!
Find out more
TSS
Two Sigma Securities Portfolio holdings
AUM
$861M
1-Year Est. Return
21.33%
This Fund
S&P 500
This Quarter
Est. Return
+8.48%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$3.33B
AUM Growth
+$27.2M
(+0.82%)
Cap. Flow
-$114M
Cap. Flow
% of AUM
-3.42%
Top 10 Holdings %
Top 10 Hldgs %
9.02%
Holding
3,520
New
977
Increased
717
Reduced
803
Closed
990
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
PayPal
PYPL
|
+$8.72M |
| 2 |
Rivian
RIVN
|
+$7.6M |
| 3 |
iShares MSCI EAFE ETF
EFA
|
+$7.34M |
| 4 |
Amazon
AMZN
|
+$6.82M |
| 5 |
Alibaba
BABA
|
+$6.82M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
CME Group
CME
|
+$8.15M |
| 2 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$6.73M |
| 3 |
ProShares Short S&P500
SH
|
+$6.23M |
| 4 |
Vanguard FTSE Emerging Markets ETF
VWO
|
+$5.71M |
| 5 |
Pfizer
PFE
|
+$5.61M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 3.07% |
| 2 | Technology | 2.85% |
| 3 | Financials | 1.6% |
| 4 | Healthcare | 1.49% |
| 5 | Industrials | 1.43% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1226
PUT
Mercado Libre
MELI
$95.2B
| $423K | 0.01% |
500
-1,800
| -78% | -$1.6M |
|
1227
Tencent Music
TME
$15.5B
| $423K | 0.01% |
51,091
+5,237
| +11% | +$29.4K |
|
1228
United Parcel Service
UPS
$88.6B
| $423K | 0.01% |
2,432
-6,435
| -73% | -$1.11M |
|
1229
CALL
Sunrun
RUN
$2.34B
| $423K | 0.01% |
+17,600
| New | +$470K |
|
1230
CALL
Freshpet
FRPT
$2.93B
| $422K | 0.01% |
8,000
-19,900
| -71% | -$1.18M |
|
1231
Clorox
CLX
$11.6B
| $422K | 0.01% |
3,006
+343
| +13% | +$48.7K |
|
1232
Arista Networks
ANET
$227B
| $420K | 0.01% |
+13,840
| New | +$426K |
|
1233
Dominion Energy
D
$60.8B
| $420K | 0.01% |
6,843
-7,911
| -54% | -$497K |
|
1234
CALL
Tyler Technologies
TYL
$12.7B
| $419K | 0.01% |
+1,300
| New | +$425K |
|
1235
BHP
BHP
$215B
| $419K | 0.01% |
+6,752
| New | +$380K |
|
1236
PUT
Conagra Brands
CAG
$6.94B
| $418K | 0.01% |
10,800
-35,600
| -77% | -$1.29M |
|
1237
CALL
Lincoln National
LNC
$8.73B
| $418K | 0.01% |
+13,600
| New | +$540K |
|
1238
PUT
Sonos
SONO
$1.73B
| $417K | 0.01% |
24,700
-9,700
| -28% | -$158K |
|
1239
Harley-Davidson
HOG
$2.58B
| $417K | 0.01% |
10,029
-3,562
| -26% | -$152K |
|
1240
CALL
Halliburton
HAL
$26.9B
| $417K | 0.01% |
10,600
-69,600
| -87% | -$2.46M |
|
1241
PUT
Appian
APPN
$1.98B
| $417K | 0.01% |
+12,800
| New | +$505K |
|
1242
Huntington Ingalls Industries
HII
$12.9B
| $417K | 0.01% |
1,806
+728
| +68% | +$171K |
|
1243
Cracker Barrel
CBRL
$1.26B
| $416K | 0.01% |
+4,396
| New | +$458K |
|
1244
PUT
Genuine Parts
GPC
$17.1B
| $416K | 0.01% |
+2,400
| New | +$417K |
|
1245
CALL
Comcast
CMCSA
$85B
| $416K | 0.01% |
11,900
+1,100
| +10% | +$36.4K |
|
1246
CALL
Northern Trust
NTRS
$33.3B
| $416K | 0.01% |
4,700
+1,300
| +38% | +$114K |
|
1247
CALL
Stryker
SYK
$125B
| $416K | 0.01% |
1,700
+400
| +31% | +$90.8K |
|
1248
Vanguard Total International Stock ETF
VXUS
$155B
| $415K | 0.01% |
8,021
-68,607
| -90% | -$3.43M |
|
1249
CALL
Tenet Healthcare
THC
$20.5B
| $415K | 0.01% |
+8,500
| New | +$393K |
|
1250
American Tower
AMT
$80.8B
| $415K | 0.01% |
+1,957
| New | +$407K |
|
Similar funds
BCM
OAM
NOCM
TIM
QIM
RB
OMG
MCM
Two Sigma Securities's Q4 2022 Portfolio in Review
As of Q4 2022, Two Sigma Securities held 3,520 positions worth $3.33B, up 0.82% from $3.3B the previous quarter. Its ten largest holdings account for 9% of the portfolio.
Two Sigma Securities withdrew a net $114M in Q4 2022, closing 990 positions and reducing 803 holdings. Its most notable exit was Vanguard FTSE Emerging Markets ETF, an estimated $5.71M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 3.1% of assets, up from 1.8% a quarter earlier, followed by Technology and Financials.
Against the trend, Two Sigma Securities opened a new position in iShares MSCI EAFE ETF worth $7.69M.
- Two Sigma Securities's largest Q4 2022 buy was iShares MSCI EAFE ETF: 117,099 shares worth $7.69M.
- Two Sigma Securities added most to PayPal in Q4 2022, an estimated $8.72M increase.
- Two Sigma Securities's biggest Q4 2022 reduction was CME Group, cutting an estimated $8.15M.
- Two Sigma Securities fully exited Vanguard FTSE Emerging Markets ETF in Q4 2022, selling an estimated $5.71M.
- Two Sigma Securities's ten largest holdings make up 9% of its $3.33B portfolio in Q4 2022.
- Two Sigma Securities opened 977 new positions and closed 990 in Q4 2022.
- Two Sigma Securities's portfolio value rose 0.82% quarter-over-quarter to $3.33B.
Based on Two Sigma Securities's 13F filing for Q4 2022, filed 14 Feb 2023.